Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-18 0.238403 0.257184 0.277393 0.300869 0.327537 0.357061 0.392462
2026-01-25 0.209011 0.232469 0.258956 0.291400 0.330523 0.376781 0.436555
2026-02-01 0.187521 0.213087 0.242963 0.281014 0.329030 0.388837 0.471056
2026-02-08 0.173762 0.200965 0.233675 0.276743 0.333300 0.407140 0.514745
2026-02-15 0.167730 0.197350 0.233983 0.283855 0.352101 0.445789 0.591443
2026-02-22 0.159135 0.189680 0.228275 0.282201 0.358449 0.467513 0.646671
2026-03-01 0.151191 0.182181 0.222053 0.279021 0.361912 0.484932 0.697617
2026-03-08 0.143234 0.174109 0.214421 0.273083 0.360505 0.494395 0.736520
2026-03-15 0.136807 0.167659 0.208499 0.268970 0.361187 0.506850 0.782508
2026-03-22 0.133945 0.165785 0.208644 0.273483 0.375264 0.542534 0.878764
2026-03-29 0.133258 0.166773 0.212750 0.284037 0.399785 0.599279 1.031758
2026-04-05 0.128669 0.162094 0.208468 0.281448 0.402434 0.617303 1.106768
2026-04-12 0.125978 0.160107 0.208186 0.285396 0.417126 0.661206 1.259171
2026-04-19 0.120026 0.153217 0.200335 0.276784 0.409161 0.659968 1.299242
2026-04-26 0.114246 0.146353 0.192211 0.267235 0.398711 0.652408 1.320916
2026-05-03 0.110340 0.142044 0.187714 0.263305 0.398051 0.664985 1.403759
2026-05-10 0.109373 0.141950 0.189553 0.269904 0.417369 0.723252 1.649215
2026-05-17 0.106491 0.138909 0.186702 0.268378 0.421088 0.747527 1.798340
2026-05-24 0.103459 0.135529 0.183166 0.265436 0.421740 0.764778 1.932406
2026-05-31 0.100019 0.131422 0.178322 0.259935 0.416809 0.767863 2.014661
2026-06-07 0.097148 0.128082 0.174557 0.256121 0.414968 0.778404 2.135099
2026-06-14 0.096187 0.127591 0.175289 0.260307 0.429949 0.834659 2.501746
2026-06-21 0.096423 0.128923 0.178992 0.270083 0.457874 0.932626 3.198646